As a collector of Arizona chips, including the higher denominations, I found it quite a task to put together a collection. Some comments I might add:
1. The Arizona casinos are very spread out across the state. It is not like Las Vegas, Atlantic City, Black Hawk-Central City, or Cripple Creek where the casinos are in close proximity to each other. Even in New Mexico most of the casinos are relatively close to Albuquerque and Santa Fe. These distances, coupled with the limited hours Jill mentioned, make it very difficult to make one trip to catch all the casinos - especially if you are trying for the "odd" denominations.
2. Since only the poker rooms use the chips, only the poker personnel are knowledgable about the chips. Most casino personnel probably have no idea what denominations or variations of chips are used. You sometimes need to find the right person at the right time to be able to obtain a higher denomination chip. It took me three trips from Las Vegas to Globe, AZ before successfully meeting up with the vault manager at the Apache Gold - even when I had an appointment to meet with her. I was finally able to get their $100 chip on the third try.
3. The poker room managers are the ones with all the power, especially when it comes to the high denominations. Some guard their chips very jellously. I had the Cliff Castle poker room manager flaunt his belt buckle made from a $25 chip while telling me I would never get one from his vault. A year later the Cliff Castle started releasing them. After the Desert Diamond poker room manager said I would never get a $100 chip, I walked over to the poker room cage and the supervisor sold me one anyway. You just have to keep trying without being obnoxious.
4. Keep a sense of humor and be friendly. In at least three casinos that were reluctant to sell chips, they became very helpful after I showed them me CCGTCC card. It helped serve as an icebreaker to show them I wasn't just trying to pull something on them.

It should be interesting to see what happens to Arizona chip collecting after the new rules go into effect. Sorry for the long post, but I hope it helps.